Results 121 to 130 of about 1,433 (209)

Asymptotic Theory for Rotated Multivariate GARCH Models

, 2018
Manabu Asai, Chia‐Lin Chang, Michael McAleer, Laurent L. Pauwels   +3 more
openalex   +1 more source

On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models. [PDF]

PLoS One
Manzli YS, Fakhfekh M, Béjaoui A, Alnafisah H, Jeribi A.   +4 more
europepmc   +1 more source

Volatility Modelling of Chinese Stock Market Monthly Return and Investor Sentiment Using Multivariate GARCH Models

, 2020
Hongjun Zeng
openalex   +1 more source

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source

Modelling Volatility Spillovers Between Prices of Petroleum and Stock Sectors: A Multivariate GARCH Comparison

Miramir Bagirov, Cesário Mateus
openalex   +1 more source

AN APPLICATION OF MULTIVARIATE GARCH MODELS FOR THE RESEARCH PURPOSES OF THE INTERACTIONS OF THE FINANCIAL MARKETS

, 2009
Tomasz Chruściński
openalex   +2 more sources

Two forecasting model selection methods based on time series image feature augmentation. [PDF]

Sci Rep
Jiang W, Wang Q, Li H.
europepmc   +1 more source

Investigating the dynamics and uncertainties in portfolio optimization using the Fourier-Millen transform. [PDF]

PLoS One
Alkhudaydi MH, Alharthi AM.
europepmc   +1 more source

A novel hybrid interval prediction framework integrating multiobjective optimization and quantile deep learning for copper price prediction. [PDF]

Sci Rep
Wang Y, Du P, Xu Y, Wang J.
europepmc   +1 more source

Multiscale neural dynamics in sleep transition volatility across age scales: a multimodal EEG-EMG-EOG analysis of temazepam effects. [PDF]

Geroscience
Sirpal P, Sikora WA, Refai HH.
europepmc   +1 more source